CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 17-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5216 |
1.5266 |
0.0050 |
0.3% |
1.5351 |
| High |
1.5307 |
1.5286 |
-0.0021 |
-0.1% |
1.5373 |
| Low |
1.5190 |
1.5155 |
-0.0035 |
-0.2% |
1.5155 |
| Close |
1.5295 |
1.5159 |
-0.0136 |
-0.9% |
1.5159 |
| Range |
0.0117 |
0.0131 |
0.0014 |
12.0% |
0.0218 |
| ATR |
0.0096 |
0.0099 |
0.0003 |
3.3% |
0.0000 |
| Volume |
338 |
220 |
-118 |
-34.9% |
1,093 |
|
| Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5593 |
1.5507 |
1.5231 |
|
| R3 |
1.5462 |
1.5376 |
1.5195 |
|
| R2 |
1.5331 |
1.5331 |
1.5183 |
|
| R1 |
1.5245 |
1.5245 |
1.5171 |
1.5223 |
| PP |
1.5200 |
1.5200 |
1.5200 |
1.5189 |
| S1 |
1.5114 |
1.5114 |
1.5147 |
1.5092 |
| S2 |
1.5069 |
1.5069 |
1.5135 |
|
| S3 |
1.4938 |
1.4983 |
1.5123 |
|
| S4 |
1.4807 |
1.4852 |
1.5087 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5883 |
1.5739 |
1.5279 |
|
| R3 |
1.5665 |
1.5521 |
1.5219 |
|
| R2 |
1.5447 |
1.5447 |
1.5199 |
|
| R1 |
1.5303 |
1.5303 |
1.5179 |
1.5266 |
| PP |
1.5229 |
1.5229 |
1.5229 |
1.5211 |
| S1 |
1.5085 |
1.5085 |
1.5139 |
1.5048 |
| S2 |
1.5011 |
1.5011 |
1.5119 |
|
| S3 |
1.4793 |
1.4867 |
1.5099 |
|
| S4 |
1.4575 |
1.4649 |
1.5039 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5373 |
1.5155 |
0.0218 |
1.4% |
0.0112 |
0.7% |
2% |
False |
True |
218 |
| 10 |
1.5580 |
1.5155 |
0.0425 |
2.8% |
0.0110 |
0.7% |
1% |
False |
True |
153 |
| 20 |
1.5580 |
1.5155 |
0.0425 |
2.8% |
0.0089 |
0.6% |
1% |
False |
True |
96 |
| 40 |
1.5580 |
1.5060 |
0.0520 |
3.4% |
0.0082 |
0.5% |
19% |
False |
False |
66 |
| 60 |
1.5580 |
1.4830 |
0.0750 |
4.9% |
0.0073 |
0.5% |
44% |
False |
False |
48 |
| 80 |
1.5840 |
1.4830 |
0.1010 |
6.7% |
0.0057 |
0.4% |
33% |
False |
False |
39 |
| 100 |
1.6231 |
1.4830 |
0.1401 |
9.2% |
0.0046 |
0.3% |
23% |
False |
False |
32 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0038 |
0.3% |
23% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5843 |
|
2.618 |
1.5629 |
|
1.618 |
1.5498 |
|
1.000 |
1.5417 |
|
0.618 |
1.5367 |
|
HIGH |
1.5286 |
|
0.618 |
1.5236 |
|
0.500 |
1.5221 |
|
0.382 |
1.5205 |
|
LOW |
1.5155 |
|
0.618 |
1.5074 |
|
1.000 |
1.5024 |
|
1.618 |
1.4943 |
|
2.618 |
1.4812 |
|
4.250 |
1.4598 |
|
|
| Fisher Pivots for day following 17-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5221 |
1.5231 |
| PP |
1.5200 |
1.5207 |
| S1 |
1.5180 |
1.5183 |
|